Simplify Analytics
GOOG

GOOG

$344.41 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
29.7%
IV percentile
25.1%
own all (<3y) · n=241
IV rank
26.1%
own all (<1y) · n=241
range
24.5% – 44.4%
own all (<1y) · n=241
low 24.5%241 sessions, all (<1y) · today 29.7%high 44.4%

Term structure · constant maturity

41 consecutive sessions in contango (the normal upward slope).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 11-04 time?Earnings 2026-11-04, time unknown - date stated by the vendor's estimate First session it can move: 2026-11-04, 47 calendar days from the 2026-09-18 curve - every tenor of 47d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d34.9%27.6%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session (47d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

90-day IV
33.3%
own all (<3y) 23.7% · n=241
slope, 30d − 90d
-3.6 pts
own all (<3y) 42.7% · n=241
variance risk premium, 30d
+6.4 pts
own all (<3y) 54.4% · n=236

Skew · risk reversal

25-delta
-1.7 pts
own all (<3y) 32.9% · n=35
10-delta
-0.2 pts
own all (<3y) 67.1% · n=35

Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.

Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-17

1d2026-09-18 · short
2026-09-18: 3 put and 3 call strikes within ±2.3%, IV 32% to 34%37%27%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 9 put and 9 call strikes within ±6.5%, IV 27% to 30%37%27%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 12 put and 11 call strikes within ±8.8%, IV 28% to 31%37%27%−8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 7 put and 8 call strikes within ±11%, IV 28% to 31%37%27%−11%book spot+11%
29d2026-10-16
2026-10-16: 8 put and 9 call strikes within ±12%, IV 29% to 31%37%27%−12%book spot+12%
64d2026-11-20
2026-11-20: 12 put and 13 call strikes within ±18%, IV 33% to 37%37%27%−18%book spot+18%
92d2026-12-18
2026-12-18: 15 put and 14 call strikes within ±22%, IV 33% to 36%37%27%−22%book spot+22%
120d2027-01-15
2027-01-15: 17 put and 15 call strikes within ±25%, IV 32% to 36%37%27%−25%book spot+25%
IV against strike, out-of-the-money side. Each window widens with √DTE, to ±25% at the longest expiry, so every panel shows a comparable slice of its smile; all share one IV scale (27%–37%), set by the expiries past 7 DTE.

Expiry window · 35–65 DTE

Next earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session, no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

expiryDTE28-DTE exitthesisearnings 11-04 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dclear · 12d29.2% c 345—
2026-10-30 Friweekly422026-10-0214dclear · 5d34.7% c 345—
2026-11-20 Fri632026-10-2335dspans · +16d
exit 12d before
34.2% c 345none served

DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-18 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-18, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-17 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.

Chain · one strike axis

Book as of 2026-09-17: 1 session behind 2026-09-18: no GOOG chain statistics (net_gex) dated after 2026-09-17 are knowable as of 2026-09-18, and no ticker has newer ones. The strikes drawn below are 2026-09-17's rows as stored now; the levels and statistics are the readings dated 2026-09-17, computed from those rows when the readings were derived, and a fetch of 2026-09-17 after that can revise rows. Open interest is what entered 2026-09-17 (OCC's settlement of 2026-09-16), valued at the 2026-09-17 close.

net GEX · carried book
+$221.4m per 1%
own all (<3y) 94.5% · n=64
gamma flip
$336.61
flip within ±25% of book spot
flip distance
-0.93 ATR
own all (<3y) 25.8% · n=60
0DTE share of volume
not listed daily

book spot $343.68 (unadjusted close, 2026-09-17) · call wall $350.00 (+1.84% from book spot) · put wall $340.00 (-1.07% from book spot) · max pain $345.00 (+0.38% from book spot, 2026-10-16 monthly)

Each level is stored as a distance from the book's own spot, so each is drawn at $343.68 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. GOOG headlines $344.41, its newest unadjusted close, on 2026-09-18; the book was taken at $343.68 on 2026-09-17, because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-17 book's levels, on the 2026-09-17 close.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-10-16 expiry: 28 calendar days from 2026-09-18 (29 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 370 (Δ 0.21), put 320 (Δ -0.18).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move425420415410405400395390385380375370365360355350345340335330325320315310305300295290285280275270265260put strike nearest 0.20 delta: 320call strike nearest 0.20 delta: 37016k016k3.2k3.2k25%10%10%25%-$15.8m+$15.8mcall wall 350max pain 345book spot 343.68put wall 340γ flip 336.61strike 425 calls: OI 3,125 (+4) · vol 6 (at ask 3, at bid 3) · NBBO 0.23 × 0.40, spread 54.0% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.20 × 83.25, spread 5.0% of mid · Δ -1.00 net GEX +$526k per 1% (calls +$526k, puts +$0)strike 420 calls: OI 7,290 (-3) · vol 12 (at ask 3, at bid 8, sweep 1, multi-leg 2) · NBBO 0.26 × 0.35, spread 29.5% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.30 × 78.20, spread 5.1% of mid · Δ -1.00 net GEX +$1.4m per 1% (calls +$1.4m, puts +$0)strike 415 calls: OI 3,365 (+1) · vol 46 (at ask 4, at bid 2, multi-leg 1) · NBBO 0.36 × 0.46, spread 24.4% of mid · Δ 0.03 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.20 × 73.25, spread 5.7% of mid · Δ -1.00 net GEX +$814k per 1% (calls +$814k, puts -$4)strike 410 calls: OI 4,434 (-15) · vol 126 (at ask 108, at bid 4, multi-leg 101) · NBBO 0.45 × 0.55, spread 20.0% of mid · Δ 0.04 puts: OI 97 (+0) · vol 130 (at ask 0, at bid 130, multi-leg 130) · NBBO 64.75 × 67.40, spread 4.0% of mid · Δ -1.00 net GEX +$1.3m per 1% (calls +$1.3m, puts -$3k)strike 405 calls: OI 7,505 (+3) · vol 39 (at ask 26, at bid 10, multi-leg 2) · NBBO 0.37 × 0.81, spread 74.6% of mid · Δ 0.05 puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.20 × 63.25, spread 6.6% of mid · Δ -0.99 net GEX +$2.6m per 1% (calls +$2.6m, puts -$554)strike 400 calls: OI 10,247 (-42) · vol 1,241 (at ask 400, at bid 622, sweep 55, multi-leg 34) · NBBO 0.60 × 0.74, spread 20.9% of mid · Δ 0.06 puts: OI 1,415 (+44) · vol 268 (at ask 259, at bid 9, sweep 18) · NBBO 55.00 × 57.60, spread 4.6% of mid · Δ -0.99 net GEX +$4.1m per 1% (calls +$4.3m, puts -$220k)strike 395 calls: OI 1,632 (+51) · vol 196 (at ask 117, at bid 41, multi-leg 31) · NBBO 0.78 × 0.97, spread 21.7% of mid · Δ 0.07 puts: OI 155 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 51.00 × 52.55, spread 3.0% of mid · Δ -0.98 net GEX +$785k per 1% (calls +$819k, puts -$34k)strike 390 calls: OI 3,596 (+138) · vol 336 (at ask 108, at bid 198, multi-leg 116) · NBBO 1.10 × 1.34, spread 19.7% of mid · Δ 0.09 puts: OI 514 (+0) · vol 616 (at ask 466, at bid 150, sweep 3) · NBBO 46.00 × 47.70, spread 3.6% of mid · Δ -0.98 net GEX +$2.0m per 1% (calls +$2.2m, puts -$151k)strike 385 calls: OI 2,001 (-3) · vol 279 (at ask 134, at bid 102, multi-leg 118) · NBBO 1.46 × 1.60, spread 9.2% of mid · Δ 0.11 puts: OI 484 (-24) · vol 6 (at ask 3, at bid 3) · NBBO 41.05 × 42.75, spread 4.1% of mid · Δ -0.96 net GEX +$1.2m per 1% (calls +$1.4m, puts -$216k)strike 380 calls: OI 4,844 (+8) · vol 1,006 (at ask 568, at bid 324, sweep 58, multi-leg 134) · NBBO 1.75 × 2.02, spread 14.3% of mid · Δ 0.14 puts: OI 487 (+1) · vol 275 (at ask 152, at bid 103) · NBBO 36.65 × 38.40, spread 4.7% of mid · Δ -0.92 net GEX +$3.8m per 1% (calls +$4.1m, puts -$356k)strike 375 calls: OI 10,117 (-30) · vol 596 (at ask 210, at bid 338, sweep 1, multi-leg 176) · NBBO 2.30 × 2.62, spread 13.0% of mid · Δ 0.17 puts: OI 667 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 31.85 × 33.35, spread 4.6% of mid · Δ -0.88 net GEX +$9.4m per 1% (calls +$10.1m, puts -$642k)strike 370 calls: OI 5,960 (+307) · vol 1,179 (at ask 415, at bid 643, sweep 10, multi-leg 89) · NBBO 3.10 × 3.30, spread 6.2% of mid · Δ 0.21 puts: OI 926 (+250) · vol 107 (at ask 42, at bid 39) · NBBO 27.80 × 29.10, spread 4.6% of mid · Δ -0.83 net GEX +$5.8m per 1% (calls +$6.8m, puts -$1.1m)strike 365 calls: OI 15,506 (-43) · vol 788 (at ask 470, at bid 267, sweep 29, multi-leg 129) · NBBO 3.95 × 4.30, spread 8.5% of mid · Δ 0.25 puts: OI 3,095 (+0) · vol 23 (at ask 9, at bid 14, multi-leg 19) · NBBO 23.70 × 25.55, spread 7.5% of mid · Δ -0.78 net GEX +$15.8m per 1% (calls +$20.1m, puts -$4.2m)strike 360 calls: OI 7,636 (-480) · vol 1,436 (at ask 671, at bid 641, sweep 6, multi-leg 107) · NBBO 5.25 × 5.50, spread 4.7% of mid · Δ 0.31 puts: OI 1,150 (+4) · vol 28 (at ask 5, at bid 23, multi-leg 21) · NBBO 20.35 × 21.80, spread 6.9% of mid · Δ -0.72 net GEX +$9.1m per 1% (calls +$10.9m, puts -$1.8m)strike 355 calls: OI 2,282 (+25) · vol 191 (at ask 46, at bid 108, sweep 5, multi-leg 83) · NBBO 6.85 × 7.10, spread 3.6% of mid · Δ 0.37 puts: OI 1,365 (+0) · vol 26 (at ask 18, at bid 8, multi-leg 2) · NBBO 16.85 × 18.25, spread 8.0% of mid · Δ -0.65 net GEX +$1.1m per 1% (calls +$3.5m, puts -$2.3m)strike 350 calls: OI 5,587 (+317) · vol 1,495 (at ask 664, at bid 729, sweep 35, multi-leg 67) · NBBO 7.95 × 9.10, spread 13.5% of mid · Δ 0.43 puts: OI 8,386 (-3) · vol 48 (at ask 22, at bid 23, sweep 2, multi-leg 16) · NBBO 13.70 × 15.05, spread 9.4% of mid · Δ -0.58 net GEX -$6.1m per 1% (calls +$8.9m, puts -$14.9m)strike 345 calls: OI 8,725 (+125) · vol 3,214 (at ask 215, at bid 252, sweep 35, multi-leg 2,738) · NBBO 10.90 × 11.15, spread 2.3% of mid · Δ 0.50 puts: OI 4,114 (-42) · vol 131 (at ask 106, at bid 19, sweep 5, multi-leg 16) · NBBO 10.95 × 11.30, spread 3.1% of mid · Δ -0.50 net GEX +$6.6m per 1% (calls +$14.1m, puts -$7.4m)strike 340 calls: OI 5,262 (+44) · vol 478 (at ask 168, at bid 233, sweep 8, multi-leg 45) · NBBO 12.95 × 13.85, spread 6.7% of mid · Δ 0.57 puts: OI 8,585 (+302) · vol 800 (at ask 186, at bid 598, sweep 22, multi-leg 28) · NBBO 8.60 × 8.85, spread 2.9% of mid · Δ -0.43 net GEX -$6.8m per 1% (calls +$8.2m, puts -$15.1m)strike 335 calls: OI 1,550 (+1) · vol 95 (at ask 39, at bid 48, multi-leg 12) · NBBO 15.70 × 16.90, spread 7.4% of mid · Δ 0.63 puts: OI 2,697 (+5) · vol 163 (at ask 74, at bid 78, sweep 6, multi-leg 43) · NBBO 6.55 × 7.15, spread 8.8% of mid · Δ -0.35 net GEX -$2.2m per 1% (calls +$2.3m, puts -$4.5m)strike 330 calls: OI 2,412 (+3) · vol 112 (at ask 47, at bid 64, multi-leg 59) · NBBO 19.25 × 20.55, spread 6.5% of mid · Δ 0.69 puts: OI 4,300 (+12) · vol 240 (at ask 60, at bid 149, sweep 6, multi-leg 68) · NBBO 5.00 × 5.30, spread 5.8% of mid · Δ -0.29 net GEX -$3.2m per 1% (calls +$3.3m, puts -$6.4m)strike 325 calls: OI 2,124 (-2) · vol 32 (at ask 20, at bid 12, multi-leg 3) · NBBO 23.20 × 24.40, spread 5.0% of mid · Δ 0.75 puts: OI 3,914 (-15) · vol 196 (at ask 50, at bid 115, sweep 5, multi-leg 50) · NBBO 3.65 × 4.25, spread 15.2% of mid · Δ -0.23 net GEX -$2.6m per 1% (calls +$2.6m, puts -$5.1m)strike 320 calls: OI 2,932 (+105) · vol 173 (at ask 98, at bid 64) · NBBO 26.95 × 28.75, spread 6.5% of mid · Δ 0.79 puts: OI 10,046 (+60) · vol 443 (at ask 153, at bid 250, multi-leg 127) · NBBO 2.70 × 2.95, spread 8.8% of mid · Δ -0.18 net GEX -$8.0m per 1% (calls +$3.1m, puts -$11.1m)strike 315 calls: OI 402 (+0) · vol 13 (at ask 1, at bid 12, multi-leg 1) · NBBO 30.90 × 32.85, spread 6.1% of mid · Δ 0.83 puts: OI 3,591 (+86) · vol 761 (at ask 104, at bid 592, multi-leg 599) · NBBO 1.96 × 2.13, spread 8.3% of mid · Δ -0.14 net GEX -$2.9m per 1% (calls +$362k, puts -$3.3m)strike 310 calls: OI 631 (+1) · vol 3 (at ask 3, at bid 0, multi-leg 2) · NBBO 35.30 × 37.50, spread 6.0% of mid · Δ 0.86 puts: OI 4,320 (-306) · vol 226 (at ask 116, at bid 100, multi-leg 66) · NBBO 1.45 × 1.70, spread 15.9% of mid · Δ -0.10 net GEX -$2.7m per 1% (calls +$481k, puts -$3.1m)strike 305 calls: OI 210 (-11) · vol 0 (at ask 0, at bid 0) · NBBO 39.90 × 42.10, spread 5.4% of mid · Δ 0.88 puts: OI 11,153 (-24) · vol 588 (at ask 36, at bid 540, multi-leg 552) · NBBO 1.04 × 1.11, spread 6.5% of mid · Δ -0.08 net GEX -$6.3m per 1% (calls +$136k, puts -$6.4m)strike 300 calls: OI 682 (+21) · vol 37 (at ask 2, at bid 35) · NBBO 44.40 × 46.30, spread 4.2% of mid · Δ 0.89 puts: OI 4,649 (-26) · vol 987 (at ask 149, at bid 799, multi-leg 122) · NBBO 0.76 × 0.87, spread 13.5% of mid · Δ -0.06 net GEX -$1.7m per 1% (calls +$376k, puts -$2.1m)strike 295 calls: OI 407 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 49.40 × 51.35, spread 3.9% of mid · Δ 0.90 puts: OI 10,396 (-41) · vol 62 (at ask 33, at bid 10, multi-leg 52) · NBBO 0.57 × 0.61, spread 6.8% of mid · Δ -0.04 net GEX -$3.4m per 1% (calls +$194k, puts -$3.6m)strike 290 calls: OI 863 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 53.35 × 57.30, spread 7.1% of mid · Δ 0.91 puts: OI 2,946 (-10) · vol 159 (at ask 16, at bid 126, multi-leg 89) · NBBO 0.43 × 0.47, spread 8.9% of mid · Δ -0.03 net GEX -$435k per 1% (calls +$359k, puts -$794k)strike 285 calls: OI 241 (+86) · vol 6 (at ask 6, at bid 0) · NBBO 58.25 × 62.15, spread 6.5% of mid · Δ 0.92 puts: OI 4,277 (+14) · vol 17 (at ask 6, at bid 10, multi-leg 7) · NBBO 0.33 × 0.37, spread 11.4% of mid · Δ -0.03 net GEX -$811k per 1% (calls +$88k, puts -$899k)strike 280 calls: OI 138 (+0) · vol 7 (at ask 6, at bid 1, multi-leg 7) · NBBO 64.00 × 66.65, spread 4.1% of mid · Δ 0.93 puts: OI 7,904 (-10) · vol 53 (at ask 6, at bid 14, multi-leg 41) · NBBO 0.26 × 0.30, spread 14.3% of mid · Δ -0.02 net GEX -$1.3m per 1% (calls +$44k, puts -$1.3m)strike 275 calls: OI 100 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 68.60 × 71.65, spread 4.3% of mid · Δ 0.93 puts: OI 613 (+0) · vol 7 (at ask 0, at bid 7, multi-leg 1) · NBBO 0.10 × 0.45, spread 127.3% of mid · Δ -0.02 net GEX -$52k per 1% (calls +$29k, puts -$81k)strike 270 calls: OI 116 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.85 × 76.25, spread 3.2% of mid · Δ 0.94 puts: OI 1,306 (-1) · vol 197 (at ask 14, at bid 147, multi-leg 90) · NBBO 0.17 × 0.22, spread 25.6% of mid · Δ -0.01 net GEX -$111k per 1% (calls +$29k, puts -$141k)strike 265 calls: OI 101 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.50 × 81.55, spread 3.8% of mid · Δ 0.94 puts: OI 1,725 (+1) · vol 18 (at ask 5, at bid 12, sweep 3, multi-leg 11) · NBBO 0.12 × 0.19, spread 45.2% of mid · Δ -0.01 net GEX -$129k per 1% (calls +$23k, puts -$151k)strike 260 calls: OI 119 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.95 × 86.55, spread 4.2% of mid · Δ 0.95 puts: OI 1,109 (-2) · vol 20 (at ask 15, at bid 4, multi-leg 9) · NBBO 0.10 × 0.18, spread 57.1% of mid · Δ -0.01 net GEX -$56k per 1% (calls +$24k, puts -$80k)

2026-10-16 expiry, 34 strikes within ±25% of book spot (the flip search band); 35 hidden (14 above, 21 below), 35 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$19.0m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

Table view · 34 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.005.0%83.2579.204250.230.4054.0%0.02633003,125+4+$0+$526k+$526k
+0000000-1.005.1%78.2074.304200.260.3529.5%0.021238127,290-3+$0+$1.4m+$1.4m
+0100000-1.005.7%73.2569.204150.360.4624.4%0.034642013,365+1-$4+$814k+$814k
+09713001300130-1.004.0%67.4064.754100.450.5520.0%0.04126108401014,434-15-$3k+$1.3m+$1.3m
+0600000-0.996.6%63.2559.204050.370.8174.6%0.05392610027,505+3-$554+$2.6m+$2.6m
+441,4150189259268-0.994.6%57.6055.004000.600.7420.9%0.061,241400622553410,247-42-$220k+$4.3m+$4.1m
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